updated its recommendation regarding the margining of forward-settling agency mortgage-backed securities (MBS) transactions, and provided further guidance regarding the scope of its recommendation and considerations when implementing this best practice recommendation,

announced recommendations to broaden the Best Practices for Treasury, Agency Debt, and Agency Mortgage-Backed Securities Markets by incorporating practices that support more timely trade confirmation in the tri-party repo market, and

released a white paper entitled "Operational Plans for Various Contingencies for Treasury Debt Payments" - a technical reference on some of the trading, clearing, settlement, and other operational challenges that might arise in the unlikely event of a delayed payment on Treasury debt.